Max pain // Cboe delayed data · as of Sep 12, 3:44 AM ET

AMD max pain

Spot (delayed)$515.78
Max pain · Wed, Sep 16$495-4.0% vs spot
Expected move (ATM straddle)±$21.75±4.2% by Wed, Sep 16
Put/Call OI0.874K puts / 4K calls
Call wall$510largest call OI
Put wall$455largest put OI
IV3048.4%30-day implied vol
Net GEX+$8.3Mper 1% move · flip ≈ $515
Earnings · expectedTue, Nov 3usually after the close

Event risk before this expiration: FOMC decision Wed, Sep 16 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Mon, Sep 14$502.5-2.6%3d
Wed, Sep 16$495-4.0%5d
Fri, Sep 18$420-18.6%7d
Mon, Sep 21$510-1.1%10d
Wed, Sep 23$510-1.1%12d
Fri, Sep 25$470-8.9%14d
Fri, Oct 2$470-8.9%21d
Fri, Oct 9$490-5.0%28d

The writer-loss curve — where max pain comes from

spot495395436477518559600$37M$0
■ put-side pain■ call-side painTotal payout option writers would owe at each settle price (both sides, all open interest, ×100 shares) — low settles hurt put writers, high settles hurt call writers. The minimum — 495 — is the max pain price.

Open interest by strike · Wed, Sep 16

spot495395437.5467.5492.5515540588588
■ calls (up)■ puts (down)AMD open contracts per strike for Wed, Sep 16.

Open-interest change · 2026-09-102026-09-11

spot395440470492.5512.5535+391391
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 537.5 +391 · 455 +343 · 530 +289 · 462.5 +251

Volume by strike · Wed, Sep 16

spot495395437.5467.5492.5515540728728
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Wed, Sep 16

spot395436477518559600115%43%
— call IV— put IVATM ≈ 44.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Wed, Sep 16

spotflip 515395437.5467.5492.5515540+$2.0M$2.0M
Net dealer gamma per strike, in dollars per 1% move, assuming the standard convention (dealers long calls, short puts) — an assumption, not an observation. Above the amber flip level hedging tends to dampen moves; below it, to amplify them.

Greeks by strike · Wed, Sep 16

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.76-0.86497.50.01110.19-0.87-0.24
0.73-0.925000.01190.20-0.92-0.27
0.70-0.97502.50.01260.21-0.98-0.30
0.67-1.025050.01320.22-1.02-0.33
0.64-1.06507.50.01370.23-1.06-0.36
0.60-1.095100.01420.23-1.09-0.40
0.57-1.11512.50.01450.24-1.12-0.43
0.53-1.135150.01460.24-1.13-0.47
0.49-1.13517.50.01470.24-1.13-0.51
0.46-1.125200.01460.24-1.12-0.54
0.42-1.10522.50.01440.24-1.11-0.58
0.39-1.085250.01410.23-1.08-0.61
0.32-1.005300.01320.22-1.00-0.68
0.29-0.95532.50.01260.21-0.96-0.71
0.26-0.905350.01190.20-0.90-0.74

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 49 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot100195350445500537.511K0
Call open interest per strike, stacked across the checked expirations — each color is one expiry. Strikes are pruned to the liquid center of each chain.

Max pain history — nearest expiry vs price

07-2808-0508-1308-2108-3109-08521.17424.31
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.

All expirations combined — total open interest

spot513521035049065063K63K
■ calls (up)■ puts (down)Every expiration combined: 1.5M call contracts, 1.7M put contracts open.

Reading this honestly

Max pain is arithmetic, not prophecy: the settle price that would minimize what option writers pay out at expiration, computed from open interest alone. Prices sometimes gravitate toward heavy strikes into expiry — dealer hedging is a real flow — but the evidence that max pain predicts settlement better than chance is mixed, and we are not going to pretend otherwise. Use it as a map of where positioning is stacked, next to the fundamentals and the earnings calendar, not as a target.

Data: Cboe delayed public feed (~15 minutes), refreshed here about every 15 minutes. Open interest itself updates once daily, before the open. Educational information, not investment advice.

Keep going: AMD workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk